+22.8%
HBAN vs SW
-1.6%
+24.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.5% |
| 7D | -2.3% | +4.7% | -6.9% | -3.1% |
| 30D | +1.8% | +5.0% | -3.2% | +0.8% |
| 3M | -10.4% | -7.3% | -3.1% | -9.3% |
| 6M | -3.1% | +15.0% | -18.0% | -6.2% |
| YTD | -7.4% | +18.5% | -25.9% | -11.5% |
| 1Y | +6.0% | +27.1% | -21.1% | -0.1% |
| 3Y | +66.3% | +49.3% | +17.0% | +54.5% |
| 5Y | +22.8% | -1.6% | +24.5% | +10.2% |
| All | +22.8% | -1.6% | +24.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling